+54.9%
GD vs PFG
+75.1%
-20.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.2% |
| 7D | -3.9% | -0.7% | -3.2% | -3.7% |
| 30D | +8.1% | +2.8% | +5.2% | +7.1% |
| 3M | -6.8% | -1.0% | -5.7% | -6.6% |
| 6M | +3.0% | +13.6% | -10.6% | -1.3% |
| YTD | +7.8% | +31.1% | -23.3% | -1.7% |
| 1Y | +5.8% | +43.8% | -38.0% | -6.5% |
| All | +54.9% | +75.1% | -20.2% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling